+355.1%
AEM vs DVA
+187.8%
+167.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.1% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +27.3% | -10.9% | +38.2% | +27.4% |
| 6M | -9.7% | +17.3% | -26.9% | -11.2% |
| YTD | +19.0% | +59.8% | -40.8% | +14.6% |
| 1Y | +31.5% | +36.3% | -4.8% | +27.8% |
| 3Y | +338.7% | +88.6% | +250.1% | +318.8% |
| 5Y | +307.4% | +47.5% | +259.9% | +287.9% |
| All | +355.1% | +187.8% | +167.3% | +354.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling